Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries : a stochastic hidden Markov model approach
Jorge Antunes, Luis Alberiko Gil-Alana, Rossana Riccardi, Yong Tan, Peter Wanke
| Year of publication: |
2022
|
|---|---|
| Authors: | Antunes, Jorge Junio Moreira ; Gil-Alaña, Luis A. ; Riccardi, Rossana ; Tan, Yong ; Wanke, Peter |
| Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 191-229
|
| Subject: | Renewables | Decarbonization | Iberian countries | Energy demand | Energy prices | Stochastic HMM | Copulas | Bootstrapped VAR models | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Energiemarkt | Energy market | Energiepreis | Energy price | Energiekonsum | Energy consumption | Theorie | Theory | Spanien | Spain | Bootstrap-Verfahren | Bootstrap approach | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04211-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013349945